I take it that you talking about a wireless router??
Yes you connect cable modem Ethernet cable to the WAN port on the router
Connect you PC to port 1 on router and configure router and wireless system
Setting up wireless with one pc can become a pain as you will have too disconnect Ethernet cable before you can check wireless, and reconnect if you want to change the configuration on the router
It is strongly recommended that you use a computer physically connected
to the Router with an RJ45 cable for initial setup.
Using a wireless connected computer for initial setup is Not recommended
or to access setup at any time